Locating Naturalization records

Locating Naturalization records

Has anyone had any luck with locating Naturalization records from between the years 1870-1910 in St Louis?My ancestor was a SLPD sergeant and I assume that he would have had to at least file a declaration for Naturalization but I have had no luck with SLPL, or the St Louis County Library. They told me that the SL Genealogy Society had an online index but that's not the case or maybe it is for members only. My ancestor lived in St Louis City from 1880 and died in 1919. I believe that he joined the SLPD circa 1890. Thank you.